ROBETH is the program library for robust statistical procedures
described in the book entitled "Algorithms, Routines and S-Plus Functions" by A.
Marazzi (Wadsworth and Brooks/Cole, 1993; reprinted by Chapman Hall). ROBETH has been
interfaced to the statistical environments S-Plus and R.
Several errors in ROBETH and in the book have been corrected and a few changes have been
made. The most recent version of ROBETH and a list of corrections are made available here.
| File | Description | |
| robwin.exe | Binary files and interface for S-Plus 4.x or S-Plus 2000 / Windows, self extracting zip file (no binary file for S-Plus 3.x); june 2003 | |
| robwin_v6.exe | Binary files and interface for S-Plus 6.x / Windows or more recent version, self extracting zip file; june 2003 | |
| robeth_R.zip | Binary files for R for Windows 32 bits (version > 2.10) , november 2011 | |
| robeth_2.3.tar.gz | tar.gz source files for installing robeth under R (other OS); november 2011 | |
| errata.txt | corrections and changes in the book; last change: november 2002 | |
| errcod.txt | correction and changes in the code; last change: august 2001 |
N.B.: For ROBETH and all the following programs, see the documentation "Writing R Extension" at http://cran.r-project.org/manuals.html for the installation instructions under R.
HUBER is a library of S functions for the computation of Huber type robust regression. HUBER requires ROBETH to be loaded into S-Plus or R.
| File | Description | |
| hubwin.exe | Binary files and interface for S-Plus 4.x or S-Plus 2000/Windows, self extracting zip file; august 2003 | |
| hubwin_v6.exe | Binary files and interdace for S-Plus 6.x / Windows and more recent version, self extracting zip-file; august 2004 | |
| hubman.pdf | manual, PDF-file; august 2003 | |
| Huber_R.zip | Binary files for R for Windows 32 bits (version > 2.10) , september 2011 | |
| Huber_1.0.tar.gz | tar.gz source files for installing Huber under R (other OS); september 2011 |
ZYSREG is a library of S functions for the computation of high breakdown point and high efficiency regression with a test for biais according to a method proposed by Yohai, Zamar and Stahel. ZYSREG requires ROBETH to be loaded into S-Plus or R.
| File | Description | |
| zyswin.exe | Binary files and interface for S-Plus 4.x or S-Plus 2000 / Windows, self extracting zip-file; august 2003 | |
| zyswin_v6.exe | Binary files and interface for S-Plus 6.x / Windows and more recent version, self extracting zip-file; august 2004 | |
| zysman.pdf | manual, PDF-file; august 2003 | |
| ZYSreg_R.zip | Binary files for R for Windows 32 bits (version > 2.10), november 2011 | |
| ZYSreg_1.0.tar.gz | tar.gz source files for installing ZYSreg under R (other OS); november 2011 |
ROBGLM is a library of S functions for the computation of conditionally unbiased bounded-influence M-estimates for discrete Generalized Linear Models according to a method proposed by Kuensch et al. [1989]. ROBGLM requires ROBETH to be loaded into S-Plus or R.
| File | Description | |
| glmsrc.tar.Z | program sources for S-Plus 3.x and more recent versions, compressed UNIX file; september 2003 | |
| glmman.tar.Z | manual, UNIX compressed PS-file; april 1997 | |
| glmwin.exe | object files for S-Plus 4.x or S-Plus 2000 / Windows, self extracting zip-file; september 2003 | |
| glmwin_v6.exe | object files for S-Plus 6.x / Windows and more recent version, self extracting zip-file; september 2003 | |
| glmman.exe | manual, self extracting PS and PDF-files; august 1999 | |
| glmR_win.exe | Sources for R (version >= 1.5.1 and < 2.0.0) / Windows, self extracting zip-file; september 2003 | |
| install.txt | Installation instruction |
Papers related to this library:
Künsch H.R., Stefanski L.A., Carrol R.J. [1989]. Conditionnally unbiased bounded-influence estimation in general regression models, with application to generalized linear models. Journal of the American Statistical Association 84, pp.460-466.
ROBNRM is a library of S functions for the computation of M-estimates of the parameters of the Gauss and the lognormal distributions. ROBNRM requires ROBETH to be loaded into S-Plus or R.
| File | Description | |
| nrmwin.exe | Binary files and interface for S-Plus 4.x or S-Plus 2000 / Windows, self extracting zip-file; july 2003 | |
| nrmwin_v6.exe | Binary files and interface for S-Plus 6.x / Windows and more recent version, self extracting zip-file; october 2001 | |
| robnrm_R.zip | Binary files for R for Windows 32 bits (version > 2.10); March 2011 | |
| Gsman.pdf | manual, PDF-file; july 2003 | |
| robnrm_1.0.tar.gz | tar.gz source files for installing robnrm under R (other OS); March 2011 |
Papers related to this library:
Marazzi A., Paccaud F., Ruffieux C. [1998]. Fitting the distributions of length of stay by parametric models. Medical care 36:915-927.[Draft pdf]
ROBGAM is a library of S functions for the computation of M-estimates of the parameters of the Gamma distribution. ROBGAM requires ROBETH to be loaded into S-Plus or R.
| File | Description | |
| gamwin.exe | Binary files and interface for S-Plus 4.x or S-Plus 2000 / Windows, self extracting zip file; july 2003 | |
| gamwin_v6.exe | Binary files and interface for S-Plus 6.x / Windows and more recent versions, self extracting zip file; july 2003 | |
| gamman.pdf | manual, PDF-file. august 1999 | |
| robgam_R.zip | Binary files for R for Windows 32 bits (version > 2.10), march 2011 | |
| robgam_1.0.tar.gz | tar.gz source files for installing robgam under R (other OS); march 2011 |
Papers related to this library:
Marazzi A., Ruffieux C. [1996]. Implementing M-estimators of the Gamma distribution. Robust Statistics, Data Analysis, and Computer Intensive Methods, in Honor of Peter Huber's 60th Birthday, H. Rieder (Ed.).Lecture Notes in Statistics, Springer 109, pp.277-297.[Draft pdf]
Marazzi A., Paccaud F., Ruffieux C. [1998]. Fitting the distributions of length of stay by parametric models. Medical care 36:915-927.[Draft pdf]
ROBWBL is a library of S functions for the computation of M-estimates of the parameters of the Weibull distribution. ROBWBL requires ROBETH to be loaded into S-Plus or R.
| File | Description | |
| wblwin.exe | Binary files and interface for S-Plus 4.x or S-Plus 2000 / Windows, self extracting zip-file; july 2003 | |
| wblwin_v6.exe | Binary files and interface for S-Plus 6.x / Windows and more recent version, self extracting zip-file; october 2001 | |
| wblman.pdf | manual, PDF-file; july 2003 | |
| robwbl_R.zip | Binary files for R for Windows 32 bits (version > 2.10), october 2011 | |
| robwbl_1.0.tar.gz | tar.gz source files for installing robwbl under R (other OS); october 2011 |
Papers related to this library:
Marazzi A., Paccaud F., Ruffieux C. [1998]. Fitting the distributions of length of stay by parametric models. Medical care 36:915-927.[Draft pdf]
TWMEAN is a library of S functions for the computation of truncated and/or weighted mean estimate of an asymmetric distribution. TWMEAN requires ROBETH and ROBGAM or ROBWBL or ROBNRM to be loaded into S-Plus or R.
| File | Description | |
| twmwin.exe | Binary files and interface for S-Plus 4.x or S-Plus 2000 / Windows, self extracting zip-file; may 2005 | |
| twmwin_v6.exe | Binary files and interface for S-Plus 6.x / Windows or more recent version, self extracting zip-file; may 2005 | |
| twmman.pdf | manual, PDF-file; july 2003 | |
| twmean_R.zip | Binary files for R for Windows 32 bits (version > 2.10); october 2011 | |
| twmean_1.0.tar.gz | tar.gz source files for installing twmean under R (other OS); october 2011 |
Papers related to this library:
Marazzi A., Ruffieux C. [1999]. The truncated mean of an asymmetric distribution Computational Statistics & Data Analysis 32:79-100. [Draft pdf]
Marazzi A. [2001]. Bootstrap tests for robust means of asymmetric distributions with unequal shapes. Computational Statistics & Data Analysis 39:503-528. [Draft pdf]
CNTRMN is a library of S functions for the computation of constrained estimators and bootstrap tests of robust means of asymmetric distributions. CNTRMN requires ROBETH, ROBWBL, ROBGAM, ROBNRM and TWMEAN to be loaded into S-Plus or R.
| File | Description | |
| cntsrc.tar.Z | program sources for S-Plus 3.x and more recent versions, compressed UNIX file; august 2001 | |
| cntman.ps.Z | manual, compressed UNIX PS-files; august 2001 | |
| cntwin.exe | object files for S-Plus 4.x or S-Plus 2000 / Windows, self extracting zip-file; july 2003 | |
| cntwin_v6.exe | object files for S-Plus 6.x/Windows and more recent version, self extracting zip-file; october 2001 | |
| cntman.exe | manual, self-extracting PS and PDF-files; july 2003 | |
| cntR_win.exe | DLL+sources for R (version >= 1.5.1 and < 2.0.0) / Windows, self extracting zip-file; august 2003 | |
| install.txt | Installation instruction |
Papers related to this library:
Marazzi A., Ruffieux C. [1999]. The truncated mean of an asymmetric distribution. Computational Statistics & Data Analysis 32:79-100. [Draft pdf]
Marazzi A. [2001]. Bootstrap tests for robust means of asymmetric distributions with unequal shapes. Computational Statistics & Data Analysis 39:503-528. [Draft pdf]
Marazzi A., Barbati G. [2003]. Robust parametric means of asymmetric distributions: estimation and testing. Estadistica, Vol 54, Numbers 162-163, pp 47-72. [Draft pdf]
RobustAFT is a library of R functions for the computation of
1) the truncated maximum likelihood fit, described in Marazzi and Yohai [2004]
and
2) the Robust Accelerated Failure Time regression, described in Locatelli I., Marazzi A., Yohai V. [2010].
It assumes that the error distribution follows a log-Weibull or a normal distribution.
RobustAFT is only available for R
(> 2.10) and depends from the R libraries: robustaft, stats, graphics and survival.
| File | Description | |
| RobustAFT_R.zip | Binary files for R for Windows 32 bits (version > 2.10); october 2011 | |
| RobustAFT_1.0.tar.gz | tar.gz source files for installing RObustAFT under R (other OS); october 2011 |
Papers related to this library:
Marazzi A., Yohai V. J. [2004]. Adaptively
truncated maximum likelihood regression with asymmetric errors. Journal of Statistical Planning and Inference,
Vol 122/1-2, pp.271-291. [Draft pdf]
Locatelli I., Marazzi A., Yohai V. [2010]. Robust accelerated failure time regression.
Computational Statistics and Data Analysis, 55, pp.874-887.
ROBCOX is a library of S functions for the computation of the robust Cox test. ROBCOX requires ROBETH, ROBGAM, ROBWBL and ROBNRM to be loaded into S-Plus or R.
| File | Description | |
| coxsrc.tar.Z | program sources for S-Plus 3.x and more recent versions, compressed UNIX file; september 2002 | |
| coxman.tar.Z | manual [Draft], compressed UNIX PS/PDF-file; september 2002 | |
| coxwin.exe | object files for S-Plus 3.x, 4.x or S-Plus 2000 / Windows, self extracting zip file; september 2002 | |
| coxwin_v6.exe | object files for S-Plus 6.x / Windows, self extracting zip-file; september 2002 | |
| coxman.exe | manual [Draft], compressed DOS PS/PDF-file; september 2002 | |
| dcompar.o | precompiled object file for S-Plus 3.x/Windows; september 2002 | |
| install.txt | Installation instruction |
Papers related to this library:
Kuonen D. [1997]. Robust testing between two asymmetric distributions: A simulation study. Technical report. [Full text pdf]
TRFRAC is a library of S functions for the computation of the robust residual autocorrelation estimate of a transformation parameter. TRFRAC requires ROBETH to be loaded into S-Plus or R.
| File | Description | |
| trfrac.exe | object files for S-Plus 2000 / Windows, self extracting zip file; april 2005 | |
| trfrac_S_v6.exe | object files for S-Plus 6.x / Windows and more recent versions, self extracting zip file; april 2005 | |
| trfrac_R.zip | DLL and interface for R (version >= 2.9.2 and < 2.12.0) / Windows, october 2010 | |
| install.txt | Installation instruction |
Papers related to this library:
Marazzi A., Yohai V. J. [2004]. Robust Box-Cox transformations for simple regression. Theory and Applications of Recent Robust Methods, Series: Statistics for Industry and Technology, Birkhauser, Basel. Edited by M. Hubert, G. Pison, A. Struyf and S. Van Aelst. pp 173-182. [Draft pdf]
Marazzi A., Yohai V. J. [2006]. Robust Box-Cox transformations based on minimum residual autocorrelation. Computational Statistics and Data Analysis, 50, pp 2752-2768.
Marazzi A., Yohai V. J. [2005]. Consistency of the robust residual autocorrelation estimate of a transformation parameter. Technical report . [Draft pdf]
TRFMCE is a library of S functions for the computation of the robust response transformation based on optimal prediction. TRFMCE requires ROBETH to be loaded into S-Plus or R.
| File | Description | |
| trfmce_S_v6.zip | object files for S-Plus 6.x / Windows and more recent versions, october 2010 | |
| trfmce_R.zip | Binary files for R for Windows 32 bits (version > 2.10), november 2011 | |
| trfmce_2.0.tar.gz | tar.gz source files for installing trfmce under R (other OS); november 2011 |
Papers related to this library:
Marazzi A., Villar A.J., Yohai V. J. (2009). Robust Response Transformations Based on Optimal Prediction. Journal of the American Statistical Association, 104(485), pp. 360-370. doi:10.1198/jasa.2009.0109.